Horizon Manager Life / Par Margin Pi Ice Yield' Source Spread Similar Duration Buy 8-12 Months DRSLF 201541A A Prudential AAA/Aaa (FileteMoody's) 26244KAA4 5.4/6.04 $520.76 mm +150 Par 218% Large pipeline ' Using Iho forward curve, as or 9/28115 64 CONFIDENTIAL - PURSUANT TO FED.